wickra_core/indicators/

thrusting.rs

//! Thrusting candlestick pattern.

use crate::ohlcv::Candle;
use crate::traits::Indicator;

/// Thrusting — a 2-bar bearish continuation, deeper than In-Neck but short of a
/// piercing reversal. A long black candle in a decline is followed by a white
/// candle that opens below the black bar's low and closes well into the black
/// body — but still below its midpoint, so the bounce is not yet a reversal.
///
/// ```text
/// long body = |close − open| >= 0.5 * (high − low)
/// bar1 black & long
/// bar2 white, opens below bar1's low                   (open2 < low1)
/// bar2 closes above the in-neck zone but below the body midpoint
///      (close1 + 0.1·body1 < close2 < midpoint(open1, close1))
/// ```
///
/// Output is `−1.0` when the pattern completes and `0.0` otherwise. Thrusting is a
/// single-direction (bearish-only) continuation, so it never emits `+1.0`. A close
/// at or above the midpoint would be a piercing pattern instead. The first bar
/// always returns `0.0` because the two-bar window is not yet filled. Body and
/// neckline thresholds follow the geometric house style rather than TA-Lib's
/// rolling averages. Pattern-shape check only — no trend filter is applied;
/// combine with a trend indicator for actionable signals.
///
/// # Signed ±1 encoding
///
/// This detector emits the uniform candlestick sign convention shared across the
/// pattern family — `−1.0` bearish, `0.0` no pattern — so it drops straight into
/// a machine-learning feature matrix as a single dimension.
///
/// # Example
///
/// ```
/// use wickra_core::{Candle, Indicator, Thrusting};
///
/// let mut indicator = Thrusting::new();
/// indicator.update(Candle::new(15.0, 15.1, 9.0, 10.0, 1.0, 0).unwrap());
/// let out = indicator
///     .update(Candle::new(7.0, 11.6, 6.9, 11.5, 1.0, 1).unwrap());
/// assert_eq!(out, Some(-1.0));
/// ```
#[derive(Debug, Clone, Default)]
pub struct Thrusting {
    prev: Option<Candle>,
    has_emitted: bool,
}

impl Thrusting {
    /// Construct a new Thrusting detector.
    pub const fn new() -> Self {
        Self {
            prev: None,
            has_emitted: false,
        }
    }
}

impl Indicator for Thrusting {
    type Input = Candle;
    type Output = f64;

    #[inline]
    fn update(&mut self, candle: Candle) -> Option<f64> {
        let prev = self.prev;
        self.prev = Some(candle);
        let bar1 = prev?;
        self.has_emitted = true;
        let range1 = bar1.high - bar1.low;
        if range1 <= 0.0 {
            return Some(0.0);
        }
        let body1 = bar1.open - bar1.close;
        let mid1 = f64::midpoint(bar1.open, bar1.close);
        if bar1.close < bar1.open
            && body1 >= 0.5 * range1
            && candle.close > candle.open
            && candle.open < bar1.low
            && candle.close > bar1.close + 0.1 * body1
            && candle.close < mid1
        {
            return Some(-1.0);
        }
        Some(0.0)
    }

    fn reset(&mut self) {
        self.prev = None;
        self.has_emitted = false;
    }

    #[inline]
    fn warmup_period(&self) -> usize {
        2
    }

    #[inline]
    fn is_ready(&self) -> bool {
        self.has_emitted
    }

    #[inline]
    fn name(&self) -> &'static str {
        "Thrusting"
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::traits::BatchExt;

    fn c(open: f64, high: f64, low: f64, close: f64, ts: i64) -> Candle {
        Candle::new(open, high, low, close, 1.0, ts).unwrap()
    }

    #[test]
    fn accessors_and_metadata() {
        let t = Thrusting::new();
        assert_eq!(t.name(), "Thrusting");
        assert_eq!(t.warmup_period(), 2);
        assert!(!t.is_ready());
    }

    #[test]
    fn thrusting_is_minus_one() {
        let mut t = Thrusting::new();
        assert_eq!(t.update(c(15.0, 15.1, 9.0, 10.0, 0)), None);
        assert_eq!(t.update(c(7.0, 11.6, 6.9, 11.5, 1)), Some(-1.0));
    }

    #[test]
    fn shallow_close_yields_zero() {
        let mut t = Thrusting::new();
        t.update(c(15.0, 15.1, 9.0, 10.0, 0));
        // Closes barely into the body -> in-neck, not thrusting.
        assert_eq!(t.update(c(7.0, 10.3, 6.9, 10.2, 1)), Some(0.0));
    }

    #[test]
    fn close_past_midpoint_yields_zero() {
        let mut t = Thrusting::new();
        t.update(c(15.0, 15.1, 9.0, 10.0, 0));
        // Closes above the midpoint -> piercing, not thrusting.
        assert_eq!(t.update(c(7.0, 13.1, 6.9, 13.0, 1)), Some(0.0));
    }

    #[test]
    fn second_bar_black_yields_zero() {
        let mut t = Thrusting::new();
        t.update(c(15.0, 15.1, 9.0, 10.0, 0));
        assert_eq!(t.update(c(12.0, 12.1, 6.9, 11.5, 1)), Some(0.0));
    }

    #[test]
    fn first_bar_returns_zero() {
        let mut t = Thrusting::new();
        assert_eq!(t.update(c(15.0, 15.1, 9.0, 10.0, 0)), None);
    }

    #[test]
    fn batch_equals_streaming() {
        let candles: Vec<Candle> = (0..40)
            .map(|i| {
                let base = 100.0 + i as f64;
                c(base + 5.0, base + 5.1, base - 1.0, base, i)
            })
            .collect();
        let mut a = Thrusting::new();
        let mut b = Thrusting::new();
        assert_eq!(
            a.batch(&candles),
            candles.iter().map(|x| b.update(*x)).collect::<Vec<_>>()
        );
    }

    #[test]
    fn reset_clears_state() {
        let mut t = Thrusting::new();
        t.update(c(15.0, 15.1, 9.0, 10.0, 0));
        t.update(c(7.0, 11.6, 6.9, 11.5, 1));
        assert!(t.is_ready());
        t.reset();
        assert!(!t.is_ready());
        assert_eq!(t.update(c(15.0, 15.1, 9.0, 10.0, 0)), None);
    }

    #[test]
    fn zero_range_first_bar_yields_zero() {
        let mut t = Thrusting::new();
        // Flat first bar (range1 == 0) -> rejected.
        t.update(c(10.0, 10.0, 10.0, 10.0, 0));
        assert_eq!(t.update(c(9.0, 10.0, 8.0, 9.5, 1)), Some(0.0));
    }
}